How can I do LU decomposition on GPU device to a sparse-matrix (H)? Suppose H is a sparse matrix, I did
>> H=gpuArray(H);>> [L,U,P]=lu(H);Error using gpuArray/luSparse gpuArrays are not supported for this function.
Q1: Could you please let me know which function allows me to apply LU decomposition to a sparse matrix on GPU?
Later, I will use the L, U and P to process a series of data (d1,d2, … dn) individually as below. Each data is a matrix where each column is d.
>>for id=1:nd
>>result(:,id)=L\U\P*data(:,id);
>>end
In this case, I can recycle the L, U and P in each inversion for a given data(:,id).
Thank you.
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